+5,285.6%
MS vs WEC
+2,862.4%
+2,423.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -3.4% | +3.2% | -6.6% | -5.1% |
| 30D | -3.9% | +14.7% | -18.6% | -11.2% |
| 3M | -15.9% | +10.2% | -26.2% | -20.7% |
| 6M | -2.5% | +4.5% | -7.0% | -5.7% |
| YTD | +5.1% | +15.1% | -10.0% | -4.4% |
| 1Y | +13.0% | +9.4% | +3.6% | +5.7% |
| 3Y | +160.7% | +56.9% | +103.8% | +94.2% |
| 5Y | +114.0% | +54.4% | +59.6% | +56.8% |
| 10Y | +637.5% | +183.5% | +454.0% | +232.0% |
| All | +5,285.6% | +2,862.4% | +2,423.2% | +549.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling